Access

You are not currently logged in.

Access your personal account or get JSTOR access through your library or other institution:

login

Log in to your personal account or through your institution.

Generating Random Variates Using Transformations with Multiple Roots

John R. Michael, William R. Schucany and Roy W. Haas
The American Statistician
Vol. 30, No. 2 (May, 1976), pp. 88-90
DOI: 10.2307/2683801
Stable URL: http://www.jstor.org/stable/2683801
Page Count: 3
  • Download ($14.00)
  • Cite this Item
Generating Random Variates Using Transformations with Multiple Roots
Preview not available

Abstract

The general approach to generating random variates through transformations with multiple roots is discussed. Multinomial probabilities are determined for the selection of the different roots. An application of the general result yields a new and simple technique for the generation of variates from the inverse Gaussian distribution.

Page Thumbnails

  • Thumbnail: Page 
88
    88
  • Thumbnail: Page 
89
    89
  • Thumbnail: Page 
90
    90